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Math 308 Week in Review 13 — Solutions

Directions: Full worked solutions for Week in Review 13 (Differential Equations — Final Exam Review). Click Solution under any problem to reveal the worked answer. Use the Contents panel or the Prev / Up / Next buttons to move between sections, and Search to find terms on this page.

Reference

Laplace Transform Reference

Laplace transform pairs and operational rules reference
$f(t)$$\mathcal{L}\{f(t)\} = F(s)$
$1$$\dfrac{1}{s}$
$t^n$$\dfrac{n!}{s^{n+1}}$
$e^{at}$$\dfrac{1}{s-a}$
$\sin(bt)$$\dfrac{b}{s^2+b^2}$
$\cos(bt)$$\dfrac{s}{s^2+b^2}$
$e^{at}\sin(bt)$$\dfrac{b}{(s-a)^2+b^2}$
$e^{at}\cos(bt)$$\dfrac{s-a}{(s-a)^2+b^2}$
$t\,e^{at}$$\dfrac{1}{(s-a)^2}$
$u_c(t)$$\dfrac{e^{-cs}}{s}$
$u_c(t)\,f(t-c)$$e^{-cs}\,F(s)$
$\delta(t-c)$$e^{-cs}$
$y'(t)$$s\,Y(s) - y(0)$
$y''(t)$$s^2 Y(s) - s\,y(0) - y'(0)$

Mechanical Vibrations Reference

Mechanical vibrations key formulas
QuantityFormula / Condition
Standard IVP$mu'' + \gamma u' + ku = F(t)$
Discriminant $\Delta = \gamma^2 - 4mk$$\Delta < 0$: underdamped;   $\Delta = 0$: critically damped;   $\Delta > 0$: overdamped
Underdamped roots$r = -\dfrac{\gamma}{2m} \pm i\,\mu$,   $\mu = \dfrac{\sqrt{4mk - \gamma^2}}{2m}$
Amplitude / phase form$A\cos(\omega t) + B\sin(\omega t) = R\cos(\omega t - \delta)$,   $R = \sqrt{A^2+B^2}$,   $\tan\delta = B/A$
Steady state (damped, periodic forcing)Transient $\to 0$; only the particular solution survives

Power Series Reference

Power series differentiation rules
ExpressionSeries form (centered at $x_0 = 0$)
$y(x)$$\displaystyle\sum_{n=0}^{\infty} a_n x^n$
$y'(x)$$\displaystyle\sum_{n=0}^{\infty}(n+1)a_{n+1}x^n$
$y''(x)$$\displaystyle\sum_{n=0}^{\infty}(n+2)(n+1)a_{n+2}x^n$
$x\,y'(x)$$\displaystyle\sum_{n=0}^{\infty} n\,a_n x^n$
$x\,y(x)$$\displaystyle\sum_{n=1}^{\infty} a_{n-1}x^n$

Linear Systems Reference (Sec. 7.5–7.9)

Reference table of solutions to homogeneous and nonhomogeneous linear systems by eigenvalue type
Eigenvalue typeTwo linearly independent homogeneous solutions
Distinct real $\lambda_1 \neq \lambda_2$$\mathbf{v}_1 e^{\lambda_1 t}, \quad \mathbf{v}_2 e^{\lambda_2 t}$
Complex $\lambda = a\pm ib$, eigenvector $\mathbf{v} = \mathbf{a}+i\mathbf{b}$$e^{at}\bigl(\mathbf{a}\cos bt - \mathbf{b}\sin bt\bigr), \quad e^{at}\bigl(\mathbf{a}\sin bt + \mathbf{b}\cos bt\bigr)$
Repeated $\lambda$, defective (one eigenvector $\mathbf{v}$, generalized $\mathbf{u}$ from $(A-\lambda I)\mathbf{u} = \mathbf{v}$)$\mathbf{v}\,e^{\lambda t}, \quad \bigl(\mathbf{v}\,t + \mathbf{u}\bigr)e^{\lambda t}$
Nonhomogeneous, exp forcing $\mathbf{a}\,e^{\mu t}$, $\mu$ not an eigenvalueTry $\mathbf{x}_p = \boldsymbol{\alpha}\,e^{\mu t}$ with $(\mu I - A)\boldsymbol{\alpha} = \mathbf{a}$
Nonhomogeneous, constant forcing $\mathbf{b}$Try $\mathbf{x}_p = \mathbf{c}$ (const) with $A\mathbf{c} = -\mathbf{b}$

Chapter 2 — First-Order Equations (Q1–Q5)

1.

Solve the initial value problem.

\[ y' + 2y = e^{-t}, \qquad y(0) = -1.\]

The equation is in standard linear form $y' + p(t)\,y = g(t)$ with $p(t) = 2$, so the integrating factor is

\[\mu(t) = e^{\int 2\,dt} = e^{2t}.\]

Multiplying both sides by $e^{2t}$ collapses the left side into a single derivative:

\[\bigl(e^{2t}\,y\bigr)' = e^{2t}\cdot e^{-t} = e^{t}.\]

Integrating gives $e^{2t}\,y = e^{t} + C$, so $y(t) = e^{-t} + C\,e^{-2t}$. The initial condition forces $y(0) = 1 + C = -1$, hence $C = -2$.

\[\boxed{y(t) = e^{-t} - 2\,e^{-2t}}\]

Check: $y' = -e^{-t} + 4e^{-2t}$, so $y' + 2y = -e^{-t} + 4e^{-2t} + 2e^{-t} - 4e^{-2t} = e^{-t}$. $\checkmark\;$ Also $y(0) = 1 - 2 = -1$. $\checkmark$

Structural observation. The general solution decomposes as $y = \underbrace{e^{-t}}_{y_p} + \underbrace{C\,e^{-2t}}_{y_h}$. The particular piece $e^{-t}$ comes from the integrating-factor calculation; the homogeneous piece $C e^{-2t}$ encodes the response of $y' + 2y = 0$ on its own. The constant $C$ is fixed by the initial condition.

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2.

Solve the initial value problem.

\[\dfrac{dy}{dx} = -2x\,y^{2}, \qquad y(0) = 1.\]

Dividing by $y^2$ (valid since $y(0) = 1 \neq 0$):

\[\dfrac{dy}{y^2} = -2x\,dx \;\;\Longrightarrow\;\; \int y^{-2}\,dy = \int -2x\,dx \;\;\Longrightarrow\;\; -\dfrac{1}{y} = -x^2 + C.\]

Multiplying by $-1$ and rearranging gives $\dfrac{1}{y} = x^2 - C$. The initial condition $y(0) = 1$ forces $1 = -C$, so $C = -1$ and $\dfrac{1}{y} = x^2 + 1$:

\[\boxed{y(x) = \dfrac{1}{1 + x^{2}}}\]

Check: $y' = -\dfrac{2x}{(1+x^2)^2}$ and $-2xy^2 = -\dfrac{2x}{(1+x^2)^2}$. $\checkmark\;$ Also $y(0) = 1$. $\checkmark$

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3.

Without solving the equation, determine the largest open interval on which a unique solution to the initial value problem is guaranteed to exist.

\[(t^{2}-9)\,y'' + t\,y' + \dfrac{1}{t-1}\,y = \sqrt{8-t}, \qquad y(2)=3,\ \ y'(2)=0.\]

The Existence and Uniqueness theorem (Sec. 3.2) requires the coefficients $p(t)$, $q(t)$, and the right-hand side $g(t)$ in the standard form $y'' + p(t)\,y' + q(t)\,y = g(t)$ to all be continuous on an open interval containing the initial point. Dividing through by $(t^2 - 9)$ to put the equation in standard form:

\[y'' + \underbrace{\dfrac{t}{t^2-9}}_{p(t)}\,y' + \underbrace{\dfrac{1}{(t^2-9)(t-1)}}_{q(t)}\,y = \underbrace{\dfrac{\sqrt{8-t}}{t^2-9}}_{g(t)}.\]

The points where $p$, $q$, or $g$ fails to be continuous:

  • $t^2 - 9 = 0 \;\Rightarrow\; t = \pm 3$  (from $p$, $q$, and $g$).
  • $t - 1 = 0 \;\Rightarrow\; t = 1$  (from $q$).
  • $\sqrt{8-t}$ is real-valued only when $8 - t \geq 0$, i.e., $t \leq 8$, so $g$ is undefined for $t > 8$.

Marking these on the number line:

\[\cdots\;\bullet_{-3}\;\cdots\;\bullet_{1}\;\cdots\;\bullet_{3}\;\cdots\;\bullet_{8}\;\cdots\]

The point $t_0 = 2$ lies between $1$ and $3$. The largest open interval around $2$ that avoids both $1$ and $3$ (and stays below $8$) is therefore

\[\boxed{(1,\,3)}\]

Why open? The theorem requires an open interval because continuity is needed on a neighborhood of every interior point; a closed endpoint at a singularity would violate that.

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4.

Consider the autonomous equation $y' = (y-1)(y-3)^{2}$. Find equilibria, sketch the direction field, draw the phase line, and classify each equilibrium as asymptotically stable, unstable, or semi-stable.

Setting $f(y) = (y-1)(y-3)^2 = 0$ gives equilibria $y = 1$ and $y = 3$. Note that $y = 3$ is a double root of $f$ — a hint that something unusual happens there.

For sign analysis, observe that $(y-3)^2 \geq 0$ everywhere and is zero only at $y = 3$. So the sign of $f(y)$ is determined by the sign of $(y-1)$ everywhere except at the equilibria themselves:

  • $y < 1$:   $(y-1) < 0$, $(y-3)^2 > 0$  $\Rightarrow$  $f(y) < 0$, solutions decrease.
  • $1 < y < 3$:   $(y-1) > 0$, $(y-3)^2 > 0$  $\Rightarrow$  $f(y) > 0$, solutions increase.
  • $y > 3$:   $(y-1) > 0$, $(y-3)^2 > 0$  $\Rightarrow$  $f(y) > 0$, solutions increase.

The phase line, drawn as a horizontal $y$-axis with arrows indicating direction of motion:

Phase line for y prime equals (y minus 1) times (y minus 3) squared Horizontal phase line. From left to right: left-pointing arrows for y less than 1, the unstable equilibrium y equals 1 (open circle), right-pointing arrows for 1 less than y less than 3, the semi-stable equilibrium y equals 3 (half-filled circle with the left half shaded to indicate attraction from the y less than 3 side), then right-pointing arrows for y greater than 3. $y$ $y'<0$ $y = 1$ (unstable) $y'>0$ $y = 3$ (semi-stable) $y'>0$

For the direction field, slopes are constant along horizontal lines (autonomous equation), and sample slopes are easy to read off:

  • $y = 0$: $f = (-1)(9) = -9$  (very steep downward)
  • $y = 1$: $f = 0$  (horizontal — equilibrium)
  • $y = 2$: $f = (1)(1) = 1$  (modest upward)
  • $y = 3$: $f = 0$  (horizontal — equilibrium)
  • $y = 4$: $f = (3)(1) = 3$  (modest upward)
  • $y = 5$: $f = (4)(4) = 16$  (very steep upward)

Classifying each equilibrium: at $y = 1$, trajectories with $y < 1$ decrease further (moving away from $y=1$), and trajectories with $y > 1$ increase (also moving away) — both sides flee, so $y = 1$ is unstable. At $y = 3$, trajectories in the strip $1 < y < 3$ increase toward $3$, but trajectories with $y > 3$ also increase, moving away from $3$. So $y = 3$ is semi-stable — attracting from the $y < 3$ side, repelling from the $y > 3$ side. This one-sided behavior is the signature of an even-order zero (here the squared factor $(y-3)^2$).

\[\boxed{y = 1 \text{ is unstable}; \quad y = 3 \text{ is semi-stable}}\]

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5.

A tank initially contains $50\,\text{L}$ of pure water. Brine containing $0.5\,\text{kg/L}$ of salt enters at $4\,\text{L/min}$, and the well-mixed solution leaves at the same rate. Find $Q(t)$ and $\displaystyle\lim_{t\to\infty} Q(t)$ with physical interpretation.

Let $Q(t)$ denote kilograms of salt at time $t$ (minutes). Since the volume is constant at $50\,\text{L}$ (in-rate equals out-rate), the concentration in the tank is $\dfrac{Q}{50}\,\text{kg/L}$. The rate equation is

\[\dfrac{dQ}{dt} = \underbrace{\bigl(0.5\,\text{kg/L}\bigr)\bigl(4\,\text{L/min}\bigr)}_{\text{rate in } = \,2\,\text{kg/min}} - \underbrace{\dfrac{Q}{50}\bigl(4\,\text{L/min}\bigr)}_{\text{rate out } = \,\frac{2Q}{25}},\]

which rearranges to the linear IVP

\[\dfrac{dQ}{dt} + \dfrac{2}{25}\,Q = 2, \qquad Q(0) = 0.\]

The integrating factor is $\mu(t) = e^{2t/25}$, giving

\[\bigl(e^{2t/25}\,Q\bigr)' = 2\,e^{2t/25} \;\Longrightarrow\; e^{2t/25}\,Q = 25\,e^{2t/25} + C \;\Longrightarrow\; Q(t) = 25 + C\,e^{-2t/25}.\]

The initial condition $Q(0) = 25 + C = 0$ gives $C = -25$, so

\[\boxed{Q(t) = 25\bigl(1 - e^{-2t/25}\bigr)\,\text{kg}}\]

As $t \to \infty$, $Q(t) \to 25\,\text{kg}$. Physically, the tank's concentration approaches the inflow concentration $0.5\,\text{kg/L}$, and at that concentration the $50\,\text{L}$ tank holds $0.5 \times 50 = 25\,\text{kg}$ of salt. The system reaches equilibrium when input and output rates of salt balance.

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Chapter 3 — Second-Order Linear ODEs (Q6–Q8) and Vibrations (Q9)

6.

For each given solution $y(t)$, find the second-order constant-coefficient homogeneous ODE $y'' + b\,y' + c\,y = 0$ that it satisfies, and find $y(0)$ and $y'(0)$.

  • (a) $y(t) = (1 + 3t)\,e^{2t}$
  • (b) $y(t) = e^{-t}\bigl(2\cos(2t) - 3\sin(2t)\bigr)$

For each part, read off the characteristic roots from the form of $y(t)$, then build the characteristic polynomial $(r-r_1)(r-r_2)$ and translate it back to an ODE.

Part (a)  $y(t) = (1 + 3t)\,e^{2t} = 1\cdot e^{2t} + 3t\cdot e^{2t}$.

Both basic solutions $e^{2t}$ and $te^{2t}$ are present, which is the signature of a repeated root $r = 2$. So the characteristic equation is

\[(r-2)^2 = r^2 - 4r + 4 = 0,\]

and the ODE is therefore $y'' - 4y' + 4y = 0$.

Initial conditions. $y(0) = (1 + 0)\cdot 1 = 1$. Differentiating:

\[y'(t) = 3e^{2t} + 2(1 + 3t)e^{2t} = (5 + 6t)e^{2t}, \quad y'(0) = 5.\]
\[\boxed{(\text{a})\quad y'' - 4y' + 4y = 0, \quad y(0) = 1, \quad y'(0) = 5}\]

Part (b)  $y(t) = e^{-t}\bigl(2\cos(2t) - 3\sin(2t)\bigr)$.

The factor $e^{-t}$ paired with $\cos(2t), \sin(2t)$ signals complex roots $r = -1 \pm 2i$. So the characteristic polynomial is

\[(r+1)^2 + 2^2 = r^2 + 2r + 5 = 0,\]

and the ODE is $y'' + 2y' + 5y = 0$.

Initial conditions. $y(0) = 1\cdot(2 - 0) = 2$. Differentiating with the product rule:

\[y'(t) = -e^{-t}\bigl(2\cos 2t - 3\sin 2t\bigr) + e^{-t}\bigl(-4\sin 2t - 6\cos 2t\bigr) = e^{-t}\bigl[-8\cos(2t) - \sin(2t)\bigr],\]
\[y'(0) = -8.\]
\[\boxed{(\text{b})\quad y'' + 2y' + 5y = 0, \quad y(0) = 2, \quad y'(0) = -8}\]

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7.

Find a particular solution to $y'' - 3y' + 2y = 4 e^{t} + 5$.

The characteristic equation $r^2 - 3r + 2 = (r-1)(r-2) = 0$ has roots $r_1 = 1$ and $r_2 = 2$, so the homogeneous solutions are $e^t$ and $e^{2t}$. By superposition, write $y_p = y_{p,1} + y_{p,2}$, one piece for each forcing term.

For the $4 e^{t}$ piece: the trial form $A e^t$ duplicates the homogeneous solution $e^t$ (since $r = 1$ is a hom root), so multiply by $t$:

\[y_{p,1} = A\,t\,e^{t}, \quad y_{p,1}' = A\,e^{t}(1 + t), \quad y_{p,1}'' = A\,e^{t}(2 + t).\]

Substituting:

\[A\,e^{t}\bigl[(2+t) - 3(1+t) + 2t\bigr] = A\,e^{t}\bigl[2 - 3 + (1 - 3 + 2)t\bigr] = -A\,e^{t} = 4e^t,\]

so $A = -4$ and $y_{p,1} = -4\,t\,e^{t}$.

For the constant $5$ piece: try $y_{p,2} = B$ (constant); then $y_{p,2}' = y_{p,2}'' = 0$, and the equation becomes $0 - 0 + 2B = 5$, giving $B = \tfrac{5}{2}$.

\[\boxed{y_p(t) = -4\,t\,e^{t} + \dfrac{5}{2}}\]

Why no resonance for the constant? A constant forcing corresponds to forcing exponent $r = 0$, which is not a root of $r^2 - 3r + 2$. The constant ansatz works without modification; only the $e^t$ piece resonates.

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8.

Consider $t^{2}\,y'' - 3t\,y' + 3y = 5t^{2}$ on $t > 0$. (a) Find two solutions of the form $y = t^m$ to the homogeneous equation. (b) Verify they form a fundamental set via the Wronskian. (c) Use variation of parameters to find $y_p$.

Part (a): Find values of $m$. Substitute $y = t^m$, $y' = m\,t^{m-1}$, $y'' = m(m-1)t^{m-2}$ into the homogeneous equation $t^2 y'' - 3t y' + 3y = 0$:

\[t^2\bigl[m(m-1)t^{m-2}\bigr] - 3t\bigl[m\,t^{m-1}\bigr] + 3\,t^m = \bigl[m(m-1) - 3m + 3\bigr]t^m = 0.\]

The bracket is the indicial equation:

\[m^2 - 4m + 3 = (m - 1)(m - 3) = 0 \;\Longrightarrow\; m = 1, 3.\]
\[y_1(t) = t, \qquad y_2(t) = t^3.\]

Part (b): Wronskian / linear independence.

\[W(y_1, y_2)(t) = \begin{vmatrix} t & t^3 \\ 1 & 3t^2 \end{vmatrix} = t \cdot 3t^2 - t^3 \cdot 1 = 2t^3.\]

For $t > 0$, $W = 2t^3 \neq 0$, so $\{y_1, y_2\} = \{t,\,t^3\}$ is a fundamental set of solutions.

Part (c): Variation of parameters. First put the equation in standard form (coefficient of $y''$ equals 1) by dividing through by $t^2$:

\[y'' - \dfrac{3}{t}\,y' + \dfrac{3}{t^2}\,y = 5, \quad\text{so the forcing is } g(t) = 5.\]

The variation-of-parameters formula gives

\[y_p(t) = -y_1\!\int\dfrac{y_2\,g}{W}\,dt + y_2\!\int\dfrac{y_1\,g}{W}\,dt.\]

Compute each integrand:

\[\dfrac{y_2 g}{W} = \dfrac{t^3 \cdot 5}{2t^3} = \dfrac{5}{2}, \qquad \dfrac{y_1 g}{W} = \dfrac{t \cdot 5}{2t^3} = \dfrac{5}{2t^2}.\]

Integrate:

\[\int \dfrac{5}{2}\,dt = \dfrac{5t}{2}, \qquad \int \dfrac{5}{2t^2}\,dt = -\dfrac{5}{2t}.\]

Therefore

\[y_p = -t\cdot\dfrac{5t}{2} + t^3\cdot\!\left(-\dfrac{5}{2t}\right) = -\dfrac{5t^2}{2} - \dfrac{5t^2}{2} = -5t^2.\]
\[\boxed{y_p(t) = -5\,t^{2}}\]

Check: $y_p' = -10t$, $y_p'' = -10$. Then $t^2(-10) - 3t(-10t) + 3(-5t^2) = -10t^2 + 30t^2 - 15t^2 = 5t^2.$ $\checkmark$

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9.

Consider the spring-mass system $u'' + 2u' + 2u = F(t)$ with $m = 1$, $\gamma = 2$, $k = 2$. (a) $F\equiv 0$, $u(0)=1$, $u'(0)=0$ — classify damping. (b) Impulse $3\,\text{N}\!\cdot\!\text{s}$ at $t=1$ and constant force $5\,\text{N}$ on at $t=4$, started from rest at equilibrium — write the IVP. (c) $F(t) = -10\cos(2t)$ — find the steady-state amplitude and phase.

Part (a): Free damped motion. Compute the discriminant first:

\[\Delta = \gamma^2 - 4mk = 4 - 8 = -4 < 0 \;\Longrightarrow\; \textbf{underdamped}.\]

The characteristic roots are

\[r = \dfrac{-2 \pm \sqrt{-4}}{2} = -1 \pm i.\]

So $u(t) = e^{-t}\bigl(c_1\cos t + c_2\sin t\bigr)$. Apply $u(0) = 1$: $c_1 = 1$. Differentiate:

\[u'(t) = e^{-t}\bigl[(-c_1 + c_2)\cos t + (-c_1 - c_2)\sin t\bigr], \quad u'(0) = -c_1 + c_2 = 0 \Rightarrow c_2 = 1.\]
\[\boxed{(\text{a})\quad u(t) = e^{-t}\bigl(\cos t + \sin t\bigr) = \sqrt{2}\,e^{-t}\cos\!\bigl(t - \tfrac{\pi}{4}\bigr); \quad \textbf{underdamped}}\]

Part (b): IVP with impulse + step. A hammer impulse of magnitude $3\,\text{N}\!\cdot\!\text{s}$ at $t = 1$ becomes the term $3\,\delta(t-1)$ on the right-hand side. A constant force of $5\,\text{N}$ that switches on at $t = 4$ becomes $5\,u_4(t)$. Starting from rest at equilibrium gives both initial conditions zero:

\[\boxed{(\text{b})\quad u'' + 2u' + 2u = 3\,\delta(t-1) + 5\,u_4(t), \quad u(0) = 0, \quad u'(0) = 0}\]

Part (c): Steady-state for $F(t) = -10\cos(2t)$. Try $u_p = A\cos(2t) + B\sin(2t)$. Differentiating:

\[u_p' = -2A\sin(2t) + 2B\cos(2t), \quad u_p'' = -4A\cos(2t) - 4B\sin(2t).\]

Substitute into $u_p'' + 2u_p' + 2u_p$ and group by $\cos(2t)$ and $\sin(2t)$:

\[\bigl(-4A + 4B + 2A\bigr)\cos(2t) + \bigl(-4B - 4A + 2B\bigr)\sin(2t) = (-2A + 4B)\cos(2t) + (-4A - 2B)\sin(2t).\]

Match coefficients with $-10\cos(2t) + 0\sin(2t)$:

\[-2A + 4B = -10, \qquad -4A - 2B = 0.\]

From the second equation, $B = -2A$. Substitute into the first: $-2A + 4(-2A) = -10A = -10$, so $A = 1$ and $B = -2$.

\[u_p(t) = \cos(2t) - 2\sin(2t).\]

Amplitude / phase form $u_p = R\cos(2t + \delta)$. Expanding:

\[R\cos(2t + \delta) = R\cos(2t)\cos\delta - R\sin(2t)\sin\delta.\]

Matching: $R\cos\delta = 1$ and $-R\sin\delta = -2$ (so $R\sin\delta = 2$). Therefore

\[R = \sqrt{A^2 + B^2} = \sqrt{1 + 4} = \sqrt{5}, \qquad \tan\delta = \dfrac{R\sin\delta}{R\cos\delta} = \dfrac{2}{1} = 2.\]

Both $\cos\delta > 0$ and $\sin\delta > 0$, so $\delta \in (0, \pi/2)$: $\delta = \arctan 2 \approx 1.107\,\text{rad} \approx 63.4^\circ$.

\[\boxed{(\text{c})\quad u_p(t) = \cos(2t) - 2\sin(2t) = \sqrt{5}\,\cos\!\bigl(2t + \arctan 2\bigr); \quad R = \sqrt{5}, \;\; \delta = \arctan 2}\]

Why is the steady state the same as $u_p$? Because the system is damped ($\gamma > 0$), every homogeneous solution decays as $t \to \infty$, leaving only the bounded particular solution. So $u_{\rm steady-state}(t) = u_p(t)$ — no need to solve for $c_1, c_2$.

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Chapter 6 — Laplace Transforms (Q10–Q12)

10.

Using the definition $\mathcal{L}\{f\}=\displaystyle\int_0^\infty e^{-st}f(t)\,dt$, compute $F(s)$ for

\[f(t) = \begin{cases} t^{2}, & 0 \le t < 2,\\ 4, & t \ge 2.\end{cases}\]

Splitting the integral at the breakpoint $t = 2$ and the two pieces apart:

\[F(s) = \int_0^2 t^2 e^{-st}\,dt + \int_2^\infty 4\,e^{-st}\,dt.\]

The constant piece is straightforward:

\[\int_2^\infty 4\,e^{-st}\,dt = 4\left[-\dfrac{e^{-st}}{s}\right]_{t=2}^{t\to\infty} = \dfrac{4\,e^{-2s}}{s}.\]

For the $t^2$ piece, two applications of integration by parts give the antiderivative

\[\int t^2 e^{-st}\,dt = -\dfrac{t^2 e^{-st}}{s} - \dfrac{2t\,e^{-st}}{s^2} - \dfrac{2\,e^{-st}}{s^3} + C\]

(differentiating the right side recovers the integrand). Evaluating from $t = 0$ to $t = 2$:

\[\int_0^2 t^2 e^{-st}\,dt = \dfrac{2}{s^3} - e^{-2s}\!\left(\dfrac{4}{s} + \dfrac{4}{s^2} + \dfrac{2}{s^3}\right).\]

Adding the two pieces, the $\dfrac{4e^{-2s}}{s}$ terms cancel exactly:

\[F(s) = \dfrac{2}{s^3} - \dfrac{4e^{-2s}}{s} - \dfrac{4e^{-2s}}{s^2} - \dfrac{2e^{-2s}}{s^3} + \dfrac{4e^{-2s}}{s} = \dfrac{2}{s^3} - \dfrac{2e^{-2s}}{s^3} - \dfrac{4e^{-2s}}{s^2}.\]

Grouping the $1/s^3$ terms:

\[\boxed{F(s) = \dfrac{2\bigl(1 - e^{-2s}\bigr)}{s^{3}} - \dfrac{4\,e^{-2s}}{s^{2}}, \quad s > 0}\]

Cross-check via the unit-step formula (not required, but reassuring). Write $f(t) = t^2 + (4 - t^2)\,u_2(t)$. Expanding $4 - t^2$ around $t = 2$: $4 - t^2 = -[(t-2)^2 + 4(t-2)]$. By the second shift theorem,

\[\mathcal{L}\{(4-t^2)\,u_2(t)\} = -e^{-2s}\!\left(\dfrac{2}{s^3} + \dfrac{4}{s^2}\right) = -\dfrac{2e^{-2s}}{s^3} - \dfrac{4e^{-2s}}{s^2}.\]

Adding $\mathcal{L}\{t^2\} = \dfrac{2}{s^3}$ recovers the same expression. $\checkmark$

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11.

Use the Laplace transform to solve $y'' + 4y' + 5y = 0$, $y(0) = 2$, $y'(0) = -1$.

Let $Y = \mathcal{L}\{y\}$. Taking the Laplace transform of both sides and using $\mathcal{L}\{y'\} = sY - y(0)$ and $\mathcal{L}\{y''\} = s^2 Y - s\,y(0) - y'(0)$:

\[\bigl(s^2 Y - 2s + 1\bigr) + 4\bigl(sY - 2\bigr) + 5Y = 0.\]

Collecting:

\[(s^2 + 4s + 5)\,Y = 2s + 7.\]

Completing the square in the denominator: $s^2 + 4s + 5 = (s + 2)^2 + 1$. To match the inverse Laplace pairs centered at $s = -2$, rewrite the numerator as $2s + 7 = 2(s + 2) + 3$:

\[Y(s) = \dfrac{2s + 7}{(s+2)^2 + 1} = \dfrac{2(s+2)}{(s+2)^2 + 1} + \dfrac{3}{(s+2)^2 + 1}.\]

Inverting using $e^{at}\cos(bt) \leftrightarrow \dfrac{s-a}{(s-a)^2 + b^2}$ and $e^{at}\sin(bt) \leftrightarrow \dfrac{b}{(s-a)^2 + b^2}$ with $a = -2$ and $b = 1$:

\[\boxed{y(t) = e^{-2t}\bigl(2\cos t + 3\sin t\bigr)}\]

Check: $y(0) = 1\cdot(2 + 0) = 2$. $\checkmark\;$ Computing $y'(0)$ via the product rule confirms $y'(0) = -1$. $\checkmark$

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12.

Solve the IVP using Laplace transforms and write the answer as an explicit piecewise function: $y'' + y = u_2(t)$, $y(0) = 0$, $y'(0) = 0$.

Taking the Laplace transform with both initial values zero and $\mathcal{L}\{u_2(t)\} = e^{-2s}/s$:

\[(s^2 + 1)\,Y = \dfrac{e^{-2s}}{s} \;\Longrightarrow\; Y(s) = \dfrac{e^{-2s}}{s(s^2 + 1)}.\]

Partial fractions on $\dfrac{1}{s(s^2+1)}$:

\[\dfrac{1}{s(s^2+1)} = \dfrac{A}{s} + \dfrac{Bs + C}{s^2 + 1}.\]

Clearing denominators gives $1 = A(s^2 + 1) + (Bs + C)\,s$. At $s = 0$: $A = 1$. Comparing $s^2$ coefficients: $0 = A + B$, so $B = -1$. Comparing $s^1$ coefficients: $C = 0$. Therefore

\[\dfrac{1}{s(s^2+1)} = \dfrac{1}{s} - \dfrac{s}{s^2 + 1}.\]

Inverting (without the shift for now): let $f(t) = \mathcal{L}^{-1}\!\left\{\dfrac{1}{s} - \dfrac{s}{s^2+1}\right\} = 1 - \cos t.$ The second shift theorem then gives $y(t) = u_2(t)\,f(t-2)$:

\[\boxed{y(t) = u_2(t)\bigl(1 - \cos(t-2)\bigr) = \begin{cases} 0, & 0 \le t < 2,\\[6pt] 1 - \cos(t-2), & t \ge 2.\end{cases}}\]

Sanity check: at $t = 2^+$, $y(2) = 1 - \cos(0) = 0$ and $y'(2) = \sin(0) = 0$, so the solution is continuous and $C^1$ at the activation point — as expected for a step-forced (not impulse-forced) IVP.

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Chapter 5 — Power Series (Q13)

13.

For $y'' + xy' + y = 0$ with $y(0) = 2$, $y'(0) = -1$: (a) derive the recurrence; (b) give $y_1, y_2$ up to $x^4$; (c) write the IVP solution up to $x^4$.

$P(x) = x$ and $Q(x) = 1$ are polynomials, so $x = 0$ is an ordinary point and the series converges for all $x$ (radius $R = \infty$).

Substituting $y = \displaystyle\sum_{n=0}^\infty a_n x^n$ and re-indexing each term to a common $x^n$ form:

\[y'' = \sum_{n=0}^\infty (n+2)(n+1)\,a_{n+2}\,x^n, \qquad x\,y' = \sum_{n=0}^\infty n\,a_n\,x^n, \qquad y = \sum_{n=0}^\infty a_n\,x^n.\]

Substituting into $y'' + xy' + y = 0$:

\[\sum_{n=0}^\infty\bigl[(n+2)(n+1)\,a_{n+2} + (n+1)\,a_n\bigr]x^n = 0.\]

Setting each coefficient to zero and dividing by $(n+1)$ gives the recurrence

\[(n+2)\,a_{n+2} + a_n = 0 \;\Longrightarrow\; \boxed{a_{n+2} = -\dfrac{a_n}{n+2}, \quad n \geq 0.}\]

The even-indexed coefficients propagate from $a_0$ and the odd-indexed from $a_1$. For the even chain:

\[a_2 = -\dfrac{a_0}{2}, \qquad a_4 = -\dfrac{a_2}{4} = \dfrac{a_0}{8}.\]

For the odd chain:

\[a_3 = -\dfrac{a_1}{3}, \qquad a_5 = -\dfrac{a_3}{5} = \dfrac{a_1}{15}.\]

Taking $(a_0, a_1) = (1, 0)$ and $(0, 1)$ in turn produces the basis solutions to order $x^4$:

\[y_1(x) = 1 - \dfrac{x^2}{2} + \dfrac{x^4}{8} + \cdots\]
\[y_2(x) = x - \dfrac{x^3}{3} + \cdots\]

(The next nonzero term in $y_2$ is $\tfrac{x^5}{15}$, beyond the $x^4$ truncation.)

Tip: $y_1(x)$ here is in fact the Maclaurin series of $e^{-x^2/2}$ — you can verify $\frac{d}{dx}e^{-x^2/2} = -x\,e^{-x^2/2}$ and that $y_1$ satisfies the ODE in closed form.

Applying the initial conditions: $y(0) = a_0 = 2$ and $y'(0) = a_1 = -1$, so $y(x) = 2\,y_1(x) - y_2(x)$. Up to $x^4$:

\[y(x) = 2\!\left(1 - \dfrac{x^2}{2} + \dfrac{x^4}{8}\right) - \!\left(x - \dfrac{x^3}{3}\right) = 2 - x - x^2 + \dfrac{x^3}{3} + \dfrac{x^4}{4} + \cdots\]
\[\boxed{y(x) = 2 - x - x^{2} + \dfrac{x^{3}}{3} + \dfrac{x^{4}}{4} + \cdots}\]

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Chapter 7 — Linear Systems (Q14)

14.

Consider the nonhomogeneous system

\[\mathbf{x}' = A\mathbf{x} + \mathbf{g}(t), \quad A = \begin{pmatrix}3 & -1 \\ 1 & \phantom{-}1\end{pmatrix}, \quad \mathbf{g}(t) = \begin{pmatrix}2\\0\end{pmatrix}e^{t} + \begin{pmatrix}0\\4\end{pmatrix}.\]

(a) Find the eigenvalue(s) of $A$. (b) Find $\mathbf{x}_p(t)$. (c) Write the general solution.

Part (a): Eigenvalues of $A$.

\[\det(A - \lambda I) = \begin{vmatrix} 3-\lambda & -1 \\ 1 & 1-\lambda \end{vmatrix} = (3-\lambda)(1-\lambda) - (-1)(1) = \lambda^2 - 4\lambda + 4 = (\lambda - 2)^2.\]

So $\lambda = 2$ is a repeated eigenvalue with algebraic multiplicity 2.

Eigenspace check. Compute $A - 2I = \begin{pmatrix} 1 & -1 \\ 1 & -1 \end{pmatrix}$, which has rank 1. So the geometric multiplicity is $2 - 1 = 1$ — only one independent eigenvector. The matrix is defective; we'll need a generalized eigenvector for the second hom solution.

Eigenvector and generalized eigenvector. $(A-2I)\mathbf{v} = \mathbf{0}$ gives $v_1 - v_2 = 0$, so $\mathbf{v} = \binom{1}{1}$. Then $(A-2I)\mathbf{u} = \mathbf{v}$ gives $u_1 - u_2 = 1$; choose $\mathbf{u} = \binom{1}{0}$.

Homogeneous solutions.

\[\mathbf{x}_1(t) = \binom{1}{1}e^{2t}, \qquad \mathbf{x}_2(t) = \!\left(\binom{1}{1}t + \binom{1}{0}\right)\!e^{2t} = \binom{t+1}{t}\,e^{2t}.\]
\[(\text{a})\quad \boxed{\lambda = 2 \text{ (repeated, defective)}; \quad \mathbf{v} = \binom{1}{1}, \quad \mathbf{u} = \binom{1}{0}}\]

Part (b): Particular solution by superposition. The forcing has two pieces, so build $\mathbf{x}_p = \mathbf{x}_{p,1} + \mathbf{x}_{p,2}$.

Piece 1: exponential $\binom{2}{0}e^{t}$ with exponent $\mu = 1$. Since $\mu = 1$ is not an eigenvalue (the eigenvalue is $2$), there is no resonance. Try $\mathbf{x}_{p,1} = \mathbf{a}\,e^{t}$. Substituting into $\mathbf{x}' = A\mathbf{x} + \binom{2}{0}e^{t}$:

\[\mathbf{a}\,e^{t} = A\mathbf{a}\,e^{t} + \binom{2}{0}e^{t} \;\Longrightarrow\; (I - A)\mathbf{a} = \binom{2}{0}.\]

Compute $I - A = \begin{pmatrix} -2 & 1 \\ -1 & 0 \end{pmatrix}$ and solve:

\[\begin{pmatrix} -2 & 1 \\ -1 & 0 \end{pmatrix}\!\binom{a_1}{a_2} = \binom{2}{0} \;\Longrightarrow\; \begin{cases} -a_1 = 0 \\ -2a_1 + a_2 = 2\end{cases} \;\Longrightarrow\; \mathbf{a} = \binom{0}{2}.\]

So $\mathbf{x}_{p,1}(t) = \binom{0}{2}e^{t}$.

Piece 2: constant $\binom{0}{4}$. Try $\mathbf{x}_{p,2} = \mathbf{c}$ (constant), giving $\mathbf{0} = A\mathbf{c} + \binom{0}{4}$, i.e., $A\mathbf{c} = \binom{0}{-4}$.

\[\begin{pmatrix} 3 & -1 \\ 1 & 1 \end{pmatrix}\!\binom{c_1}{c_2} = \binom{0}{-4} \;\Longrightarrow\; \begin{cases} 3c_1 - c_2 = 0 \\ c_1 + c_2 = -4 \end{cases}.\]

From the first, $c_2 = 3c_1$; sub into the second: $4c_1 = -4 \Rightarrow c_1 = -1$, $c_2 = -3$. So $\mathbf{x}_{p,2} = \binom{-1}{-3}$.

Combine.

\[\mathbf{x}_p(t) = \binom{0}{2}e^{t} + \binom{-1}{-3} = \binom{-1}{\,2e^{t} - 3\,}.\]
\[(\text{b})\quad \boxed{\mathbf{x}_p(t) = \begin{pmatrix} -1 \\ 2e^{t} - 3 \end{pmatrix}}\]

Part (c): General solution. $\mathbf{x} = c_1\,\mathbf{x}_1 + c_2\,\mathbf{x}_2 + \mathbf{x}_p$:

\[(\text{c})\quad \boxed{\mathbf{x}(t) = c_1\binom{1}{1}e^{2t} + c_2\binom{t+1}{t}e^{2t} + \binom{-1}{\,2e^{t} - 3\,}}\]

Verification of $\mathbf{x}_p$. $\mathbf{x}_p' = \binom{0}{2e^t}$. Then $A\mathbf{x}_p = \begin{pmatrix} 3 & -1 \\ 1 & 1 \end{pmatrix}\!\binom{-1}{2e^t - 3} = \binom{-3 - 2e^t + 3}{-1 + 2e^t - 3} = \binom{-2e^t}{2e^t - 4}$. Adding $\mathbf{g}(t) = \binom{2e^t}{4}$ gives $A\mathbf{x}_p + \mathbf{g} = \binom{0}{2e^t} = \mathbf{x}_p'.$ $\checkmark$

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